+67.0%
EWZ vs XYL
+104.0%
-36.9%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.8% | +2.7% | +1.7% |
| 7D | +0.6% | -5.9% | +6.5% | +3.5% |
| 30D | -25.5% | -7.3% | -18.2% | -23.6% |
| 3M | -4.5% | -22.5% | +18.0% | +6.6% |
| 6M | -15.3% | -14.4% | -0.9% | -10.5% |
| YTD | +3.1% | -29.4% | +32.5% | +19.0% |
| 1Y | +1.2% | -35.6% | +36.8% | +22.5% |
| 3Y | +19.3% | +0.3% | +19.0% | +10.5% |
| 5Y | +52.3% | -22.3% | +74.6% | +58.4% |
| 10Y | +67.0% | +103.2% | -36.2% | -1.1% |
| All | +67.0% | +104.0% | -36.9% | -1.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded XYL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling